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Schätzung
CAPM
18,903
Theorie
16,942
Theory
16,745
Optionspreistheorie
14,731
Option pricing theory
14,273
Markov chain
7,824
Markov-Kette
7,537
Volatilität
6,614
Volatility
6,540
Kapitaleinkommen
5,909
Capital income
5,895
Estimation
5,341
Portfolio-Management
5,052
Portfolio selection
5,028
Börsenkurs
4,626
Share price
4,595
Stochastischer Prozess
4,323
Stochastic process
4,269
Risikoprämie
3,512
Risk premium
3,496
Rohstoffpreis
3,419
Commodity price
3,250
USA
3,052
United States
3,000
Optionsgeschäft
2,911
Option trading
2,892
Derivat
2,883
Derivative
2,881
Risk
2,837
Risiko
2,827
Welt
2,401
World
2,343
Aktienmarkt
2,112
Stock market
2,071
Prognoseverfahren
1,854
Forecasting model
1,838
Zinsstruktur
1,753
Yield curve
1,739
Hedging
1,652
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Free
1,842
Undetermined
1,591
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All
Article
3,123
Book / Working Paper
2,271
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All
Article in journal
2,998
Aufsatz in Zeitschrift
2,998
Graue Literatur
1,087
Non-commercial literature
1,087
Working Paper
1,079
Arbeitspapier
1,019
Hochschulschrift
239
Thesis
192
Aufsatz im Buch
116
Book section
116
Collection of articles written by one author
38
Sammlung
38
Bibliografie enthalten
21
Bibliography included
21
Aufsatzsammlung
13
Collection of articles of several authors
11
Conference paper
11
Konferenzbeitrag
11
Sammelwerk
11
Systematic review
5
Übersichtsarbeit
5
Amtsdruckschrift
3
Forschungsbericht
3
Government document
3
Mehrbändiges Werk
3
Multi-volume publication
3
Konferenzschrift
2
Mikroform
2
Amtliche Publikation
1
Article
1
Bibliografie
1
Dissertation u.a. Prüfungsschriften
1
Elektronischer Datenträger
1
Fallstudiensammlung
1
Nachruf
1
Nachschlagewerk
1
Reference book
1
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1
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English
5,226
German
143
French
12
Spanish
9
Italian
6
Russian
1
Author
All
Zaremba, Adam
49
Engle, Robert F.
24
Todorov, Viktor
23
Gupta, Rangan
20
Damodaran, Aswath
17
Guidolin, Massimo
17
Härdle, Wolfgang
17
Bali, Turan G.
16
Belke, Ansgar
16
Cakici, Nusret
16
Ghysels, Eric
16
Hodrick, Robert J.
16
Jagannathan, Ravi
16
Prokopczuk, Marcel
16
Faff, Robert W.
15
Rosenberg, Joshua V.
15
Sehgal, Sanjay
15
Casarin, Roberto
14
Guérin, Pierre
14
Ang, Andrew
13
Balcilar, Mehmet
13
Hollstein, Fabian
13
Jacobs, Kris
13
Kaufmann, Sylvia
13
Nitschka, Thomas
13
Bollerslev, Tim
12
Chauvet, Marcelle
12
Guo, Hui
12
Hansen, Lars Peter
12
Vuolteenaho, Tuomo
12
Weber, Andrea
12
Bekaert, Geert
11
Billio, Monica
11
Bordon, Ingo G.
11
Campbell, John Y.
11
Craig, Ben R.
11
Dijk, Dick van
11
Frühwirth-Schnatter, Sylvia
11
Hedegaard, Esben
11
Korn, Olaf
11
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National Bureau of Economic Research
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Federal Reserve Bank of St. Louis
7
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Springer Fachmedien Wiesbaden
3
Verlag Dr. Kovač
3
Centre for Analytical Finance <Århus>
2
Centre for Economic Policy Research
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of New York
2
Institute of Finance and Accounting <London>
2
Shaker Verlag
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
The Wharton Financial Institutions Center
2
University of Chicago / Center for Research in Security Prices
2
University of Hong Kong / School of Economics and Finance
2
University of York / Department of Economics and Related Studies
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
École des Hautes Études Commerciales <Lausanne>
2
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Chambre de commerce et d'industrie de Paris
1
Christian-Albrechts-Universität zu Kiel
1
Cornell University / Department of Agricultural, Resource and Managerial Economics
1
ESCP-EAP European School of Management
1
Erasmus Research Institute of Management
1
European University Institute / Department of Law
1
Federal Reserve Bank of Kansas City / Research Division
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Harvard Institute of Economic Research
1
Helmut-Schmidt-Universität
1
Institut for Finansiering <Frederiksberg>
1
Institut für Höhere Studien
1
International Finance Corporation / Economics Dept
1
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Published in...
All
Journal of financial economics
82
Journal of banking & finance
76
Journal of empirical finance
73
Applied economics
67
Finance research letters
64
Working paper / National Bureau of Economic Research, Inc.
63
International review of financial analysis
59
Journal of econometrics
59
Economic modelling
58
International review of economics & finance : IREF
55
NBER working paper series
55
The journal of futures markets
45
Journal of international money and finance
44
The North American journal of economics and finance : a journal of financial economics studies
43
NBER Working Paper
41
Working paper
41
Energy economics
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
The journal of finance : the journal of the American Finance Association
40
Journal of international financial markets, institutions & money
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Pacific-Basin finance journal
34
The European journal of finance
32
Journal of economic dynamics & control
31
Applied financial economics
30
Economics letters
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Applied economics letters
29
Discussion paper / Centre for Economic Policy Research
29
Review of quantitative finance and accounting
28
International journal of finance & economics : IJFE
26
Journal of financial and quantitative analysis : JFQA
26
Journal of risk and financial management : JRFM
26
Research in international business and finance
26
Research paper series / Swiss Finance Institute
25
CESifo working papers
24
The review of financial studies
23
Discussion paper / Tinbergen Institute
21
Journal of applied econometrics
21
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Source
All
ECONIS (ZBW)
5,331
EconStor
61
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
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1
How regular are directional movements in commodity and asset prices? : a Wald test
Oglend, Atle
;
Kleppe, Tore Selland
- In:
Journal of empirical finance
38
(
2016
),
pp. 290-306
Persistent link: https://www.econbiz.de/10011664705
Saved in:
2
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
3
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of financial markets
25
(
2015
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
Saved in:
4
Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo
;
Rodriguez, Alejandro
;
Pino, Gabriel
- In:
Energy economics
63
(
2017
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
Saved in:
5
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
6
Commodity pricing volatility shifts in a highly turbulent time period : a time-varying transition probability Markov switching analysis
Cifarelli, Giulio
-
2023
Persistent link: https://www.econbiz.de/10014539008
Saved in:
7
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
8
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
Saved in:
9
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
10
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
Saved in:
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